#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Processes;
namespace Cephei.QL.Pricingengines.Vanilla
{
    /// <summary> 
	/// ! \ingroup vanillaengines  \test - the correctness of the returned value is tested by reproducing results available in literature. - the correctness of the returned greeks is tested by reproducing results available in literature. - the correctness of the returned greeks is tested by reproducing numerical derivatives. - the correctness of the returned implied volatility is tested by using it for reproducing the target value. - the implied-volatility calculation is tested by checking that it does not modify the option. - the correctness of the returned value in case of cash-or-nothing digital payoff is tested by reproducing results available in literature. - the correctness of the returned value in case of asset-or-nothing digital payoff is tested by reproducing results available in literature. - the correctness of the returned value in case of gap digital payoff is tested by reproducing results available in literature. - the correctness of the returned greeks in case of cash-or-nothing digital payoff is tested by reproducing numerical derivatives.
	/// </summary>
    [Guid ("D77CFDBD-77E0-4540-B42A-48189DF19756"),ComVisible(true)]
	public interface IAnalyticEuropeanEngine 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 IAnalyticEuropeanEngine Calculate {get;}
    }   

    /// <summary> 
	/// ! \ingroup vanillaengines  \test - the correctness of the returned value is tested by reproducing results available in literature. - the correctness of the returned greeks is tested by reproducing results available in literature. - the correctness of the returned greeks is tested by reproducing numerical derivatives. - the correctness of the returned implied volatility is tested by using it for reproducing the target value. - the implied-volatility calculation is tested by checking that it does not modify the option. - the correctness of the returned value in case of cash-or-nothing digital payoff is tested by reproducing results available in literature. - the correctness of the returned value in case of asset-or-nothing digital payoff is tested by reproducing results available in literature. - the correctness of the returned value in case of gap digital payoff is tested by reproducing results available in literature. - the correctness of the returned greeks in case of cash-or-nothing digital payoff is tested by reproducing numerical derivatives. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IAnalyticEuropeanEngine_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IAnalyticEuropeanEngine Create (Cephei.QL.Processes.IGeneralizedBlackScholesProcess process);
    }
}

